论文检索

非可分三角模型中个体处理效应分布的推断AI 解读

In this paper, we develop inference methods for the distribution of heterogeneous individual treatment effects (ITEs) in the nonseparable triangular model with a binary endogenous treatment and a binary instrument of Vuong and Xu (2017) and Feng, Vuong, and Xu (2019). We focus on the estimation of the cumulative distribution function (CDF) of the ITE, which can be used to address a wide range of practically important questions such as inference on the proportion of…

非可分三角模型中个体处理效应的统计推断AI 解读

In nonseparable triangular models with a binary endogenous treatment and a binary instrumental variable, Vuong and Xu (2017) established identification results for individual treatment effects (ITEs) under the rank invariance assumption. Using their approach, Feng, Vuong, and Xu (2019) proposed a uniformly consistent kernel estimator for the density of the ITE that utilizes estimated ITEs. In this paper, we establish the asymptotic normality of the density estimator of Feng,…